from Numeric import arange, sin, exp, pi
from pylab import randn, conv, plot, psd, subplot, show


# Create signal
dt = 0.01
t = arange(0, 10, dt)    # Time vector
signal = 0.1*sin(2*pi*t)

# Create noise
noise = conv(randn(len(t)), exp(-t/0.05))*dt
noise = noise[:len(t)]

# Create noisy signal and plot
noisy_signal = signal + noise

subplot(211)
plot(t, noisy_signal)
subplot(212)
psd(noisy_signal, 512, 1/dt)

show()